You can find high density PE Foam at local "gasket or industrial rubber houses". Once in a while you can find a Foam place locally but they are not very common.

A tip that may work is Silcone Foam or Silicone Rubber in a very low Durometer or softness rating will work the best. Its tough, abrasive resistant and will take 500 deg's of temp all day long and not harden like most other elastomer based products will.